Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.80% | 100.96 % | 101.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,071 EUR | 255,096 EUR | 100.00% | 100.00% |
19/11/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,355 EUR | 255,384 EUR | 99.95% | 99.95% |
18/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,106 EUR | 255,134 EUR | 99.99% | 99.99% |
15/11/2024 | 0.80% | 101.82 % | 102.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,279 EUR | 257,329 EUR | 100.00% | 100.00% |
14/11/2024 | 0.80% | 102.49 % | 103.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,016 EUR | 258,066 EUR | 99.99% | 99.99% |
13/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,049 EUR | 255,074 EUR | 100.00% | 100.00% |
12/11/2024 | 0.80% | 101.62 % | 102.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,344 EUR | 256,394 EUR | 100.00% | 100.00% |
11/11/2024 | 0.80% | 101.64 % | 102.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,145 EUR | 256,193 EUR | 100.00% | 100.00% |
08/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,032 EUR | 255,059 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,814 EUR | 254,839 EUR | 99.89% | 99.89% |